Don't call pthread_exit() in the callback.

Compilers that are not aware that pthread_exit() does not return
issue a warning when compiling the present code. This change
exchanges the call to pthread_exit() with a simple return
statement. According to the pthread specification this is
equivalent.
Merge pull request #1219 from sba1/fetch-example-return-fix

Don't call pthread_exit() in the callback of the fetch example